Thus says the Lord of hosts: The fast of the fourth month, and the fast of the fifth, and the fast of the seventh, and the fast of the tenth, shall be to the house of Judah joy and gladness, and cheerful seasons; therefore love ye truth and peace.

— Zecharia: 8:19

When it began:

This fast day commemorates the breach of the walls of Jerusalem before the destruction of the Second Temple. It falls on the 17th day of the Hebrew month of Tammuz and marks the beginning of the three-week mourning period leading up to Tisha B'Av.

According to the Mishnah (Taanit 4:6), five calamities befell the Jewish people on this day:

Moses broke the two tablets of stone on Mount Sinai.

The daily Tamid offering ceased to be brought.

The walls of Jerusalem were breached (proceeding to the destruction of the Temple).

Fasting lasts from dawn to shortly after dusk. Although it is customary among some Jews to refrain from listening to music, public entertainment, and haircuts on this day, this is only because it is part of The Three Weeks, the annual mourning period for the destruction of the Temple and the ensuing exile, which we are still currently in.